Martingale Optimal Transport in the Skorokhod Space
H. Soner, Y. Dolinsky
Academic Publications
1 jan. 2015
Margin Regulation and Volatility
F. Kübler, K. Schmedders, J. Brumm, M. Grill
Academic Publications
1 jan. 2015
Managing Risk in a Creepy World
D. Sornette, P. Cauwels
Academic Publications
1 jan. 2015
Long Horizons, High Risk Aversion, and Endogenous Spreads
P. Guasoni and J. Muhle-Karbe
Academic Publications
1 jan. 2015
Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series
J. Teichmann, P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier
Academic Publications
1 jan. 2015
Is There Room for Geoengineering in the Optimal Climate Policy Mix?
M. Chesney, O. Bahn, J. Gheyssens, R. Knutti and A. C. Pana
Academic Publications
1 jan. 2015
Investment Competence and Advice Seeking
T. Hens, K. Bachmann
Academic Publications
1 jan. 2015
Interest Rate Derivatives and Volatility, in Handbook of Fixed Income
A. Mele, ed. P. Veronesi
Academic Publications
1 jan. 2015
Inhomogeneous Long-Range Percolation for Real-Life Network Modeling
M. Wüthrich, P. Deprez, R.S. Hazra
Academic Publications
1 jan. 2015
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German and Swiss Banks
H. Hau, M. Efing, P. Kampkötter, and J. Steinbrecher
Academic Publications
1 jan. 2015
Improving Investment Decisions with Simulated Experience
T. Hens, M. Bradbury and S. Zeisberger
Academic Publications
1 jan. 2015
Homogenization and Asymptotics for Small Transaction Costs: The Multi-dimensional Case
H. Soner, D. Possamaï and N. Touzi
Academic Publications
1 jan. 2015
Fund Tournaments and Asset Bubbles
Y. Sato
Academic Publications
1 jan. 2015
From Ruin Theory to Solvency in Non-Life Insurance
M. Wüthrich
Academic Publications
1 jan. 2015